\hypertarget{group__processes}{
\section{\-Stochastic \-Processes}
\label{group__processes}\index{\-Stochastic Processes@{\-Stochastic Processes}}
}
\subsection*{\-Functions}
\begin{DoxyCompactItemize}
\item 
{\footnotesize template$<$typename Generator , uint32 \-D\-I\-M$>$ }\\\-Vector$<$ float, \-D\-I\-M $>$ \hyperlink{group__processes_gabb2dd2ed5d619ca9c891ed4ce050fa6a}{nih\-::brownian\-\_\-bridge} (const uint32 \-L, const uint32 t, \-Generator gaussian)
\item 
{\footnotesize template$<$uint32 \-D\-I\-M, typename Distribution , typename Sampler\-\_\-type $>$ }\\\-Vector$<$ float, \-D\-I\-M $>$ \hyperlink{group__processes_ga1e80545c2d9cb0ccdc535bd7bbc6b003}{nih\-::generate\-\_\-point} (\-Sampler\-\_\-type \&sampler, \-Distribution \&gaussian)
\item 
{\footnotesize template$<$uint32 \-D\-I\-M, typename Sequence , typename Distribution $>$ }\\\-Vector$<$ float, \-D\-I\-M $>$ \hyperlink{group__processes_gadd2480f0c83af4a386b888ed7ed8e955}{nih\-::brownian\-\_\-bridge} (\-Distribution \&gaussian, const float sigma, const uint32 \-N, const uint32 i, const uint32 \-L, const uint32 t, const \-Sequence \&sequence)
\end{DoxyCompactItemize}


\subsection{\-Function \-Documentation}
\hypertarget{group__processes_gabb2dd2ed5d619ca9c891ed4ce050fa6a}{
\index{\-Stochastic Processes@{\-Stochastic Processes}!brownian\-\_\-bridge@{brownian\-\_\-bridge}}
\index{brownian\-\_\-bridge@{brownian\-\_\-bridge}!Stochastic Processes@{\-Stochastic Processes}}
\subsubsection[{brownian\-\_\-bridge}]{\setlength{\rightskip}{0pt plus 5cm}template$<$typename Generator , uint32 \-D\-I\-M$>$ \-Vector$<$ float, \-D\-I\-M $>$ nih\-::brownian\-\_\-bridge (
\begin{DoxyParamCaption}
\item[{const uint32}]{\-L, }
\item[{const uint32}]{t, }
\item[{\-Generator}]{gaussian}
\end{DoxyParamCaption}
)}}
\label{group__processes_gabb2dd2ed5d619ca9c891ed4ce050fa6a}
\-Evaluate a \-D\-I\-M-\/dimensional \-Brownian bridge of length \-L at time t, using a black-\/box \-Gaussian generator. \hypertarget{group__processes_gadd2480f0c83af4a386b888ed7ed8e955}{
\index{\-Stochastic Processes@{\-Stochastic Processes}!brownian\-\_\-bridge@{brownian\-\_\-bridge}}
\index{brownian\-\_\-bridge@{brownian\-\_\-bridge}!Stochastic Processes@{\-Stochastic Processes}}
\subsubsection[{brownian\-\_\-bridge}]{\setlength{\rightskip}{0pt plus 5cm}template$<$uint32 \-D\-I\-M, typename Sequence , typename Distribution $>$ \-Vector$<$ float, \-D\-I\-M $>$ nih\-::brownian\-\_\-bridge (
\begin{DoxyParamCaption}
\item[{\-Distribution \&}]{gaussian, }
\item[{const float}]{sigma, }
\item[{const uint32}]{\-N, }
\item[{const uint32}]{i, }
\item[{const uint32}]{\-L, }
\item[{const uint32}]{t, }
\item[{const \-Sequence \&}]{sequence}
\end{DoxyParamCaption}
)}}
\label{group__processes_gadd2480f0c83af4a386b888ed7ed8e955}
\-Evaluate the i/\-N-\/th \-D\-I\-M-\/dimensional \-Brownian bridge of length \-L at time t. \-The bridges are created using \-L copies of a \-D\-I\-M-\/dimensional \-Sobol sequence, first permuted and then shifted through \-Cranley-\/\-Patterson rotations. \-The vector of permutations must contain \-L permutations of the indices \mbox{[}0,\-N-\/1\mbox{]}, and the vector of rotations must contain \-L $\ast$ (\-D\-I\-M + (\-D\-I\-M \& 1)) entries. \hypertarget{group__processes_ga1e80545c2d9cb0ccdc535bd7bbc6b003}{
\index{\-Stochastic Processes@{\-Stochastic Processes}!generate\-\_\-point@{generate\-\_\-point}}
\index{generate\-\_\-point@{generate\-\_\-point}!Stochastic Processes@{\-Stochastic Processes}}
\subsubsection[{generate\-\_\-point}]{\setlength{\rightskip}{0pt plus 5cm}template$<$uint32 \-D\-I\-M, typename Distribution , typename Sampler\-\_\-type $>$ \-Vector$<$ float, \-D\-I\-M $>$ nih\-::generate\-\_\-point (
\begin{DoxyParamCaption}
\item[{\-Sampler\-\_\-type \&}]{sampler, }
\item[{\-Distribution \&}]{gaussian}
\end{DoxyParamCaption}
)}}
\label{group__processes_ga1e80545c2d9cb0ccdc535bd7bbc6b003}
\-A simple utility function to generate a \-D\-I\-M-\/dimensional \-Gaussian point using the i-\/th point of a sample sequence, shifted by a \-Cranley-\/\-Patterson rotation. 